Affinely adjustable robust optimization for a multi-period inventory problem with capital constraints and demand uncertainties
Year of publication: |
2024
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Authors: | Qiu, Ruozhen ; Sun, Yimeng ; Sun, Minghe ; Yu, Yue |
Published in: |
International transactions in operational research : a journal of the International Federation of Operational Research Societies. - Oxford : Wiley-Blackwell, ISSN 1475-3995, ZDB-ID 2019815-2. - Vol. 31.2024, 1, p. 415-447
|
Subject: | capital constraint | demand uncertainty | joint chance constraint | multi-period inventory | robust optimization | Theorie | Theory | Lagerhaltungsmodell | Inventory model | Lagermanagement | Warehouse management | Robustes Verfahren | Robust statistics | Mathematische Optimierung | Mathematical programming | Dynamische Optimierung | Dynamic programming | Entscheidung unter Unsicherheit | Decision under uncertainty |
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